+432.5%
EWZ vs ZBRA
+1,721.3%
-1,288.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | +6.5% | +1.8% | +4.7% | +5.8% |
| 30D | +4.8% | -1.7% | +6.5% | +5.3% |
| 3M | +9.9% | +47.8% | -37.9% | -5.8% |
| 6M | +1.9% | +56.7% | -54.8% | -15.0% |
| YTD | +20.3% | +49.4% | -29.1% | +1.1% |
| 1Y | +35.6% | +16.5% | +19.1% | +23.2% |
| 3Y | +43.4% | +31.5% | +12.0% | +18.1% |
| 5Y | +55.9% | -38.6% | +94.5% | +60.3% |
| 10Y | +84.2% | +421.0% | -336.8% | -22.5% |
| All | +432.5% | +1,721.3% | -1,288.7% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling